iTunes purchases remain in iCloud and can't be downloaded to computer

I am able to download most of the songs I have purchased from iTunes (purchased on my mac mini). That is, I am able to download them from the iCloud to the Mini. However, many more songs will not download when I click on the cloud icon by the song on the Music app window. . . . i.e., they remain in the cloud. I only purchase songs using the mac mini, not using iPhone or iPad. . .so that is not a variable here. I have "automatic download" clicked "on" on Music Preferences. . . which means "Automatically download music when added to your Library so you can play it offline". So any thoughts on what is going on here?